+139.2%
MRK vs DOCN
+74.7%
+64.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.1% |
| 7D | -1.9% | -19.2% | +17.3% | -2.0% |
| 30D | +2.8% | -43.1% | +45.8% | +2.5% |
| 3M | +15.0% | -40.7% | +55.7% | +14.8% |
| 6M | +30.9% | -55.0% | +85.9% | +30.7% |
| YTD | +42.3% | +50.6% | -8.3% | +41.1% |
| 1Y | +76.1% | +54.0% | +22.1% | +74.6% |
| 3Y | +54.1% | +203.9% | -149.8% | +52.6% |
| 5Y | +109.5% | -29.4% | +138.9% | +106.9% |
| All | +139.2% | +74.7% | +64.5% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling